Pages that link to "Item:Q1793314"
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The following pages link to Numerical methods for pricing American options with time-fractional PDE models (Q1793314):
Displayed 8 items.
- Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
- A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- (Q5085891) (← links)
- (Q5088812) (← links)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)